+3.0%
TEAM vs ECHO
+10.0%
-7.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -7.8% | +2.3% | -10.1% | -7.9% |
| 30D | +16.5% | +4.4% | +12.1% | +16.1% |
| 3M | +96.2% | -20.3% | +116.5% | +98.2% |
| 6M | +130.2% | -15.3% | +145.5% | +129.2% |
| YTD | +10.7% | -15.5% | +26.3% | +11.4% |
| 1Y | +3.0% | +15.0% | -12.0% | -7.2% |
| All | +3.0% | +10.0% | -7.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling